Last Update: 10 Dec 2019 1:15 GMT+0
The Egypt 10Y Government Bond has a 14.431% yield.
10 Years vs 2 Years bond spread is -51.4 bp. Yield Curve is inverted in Long-Term vs Short-Term Maturities.
Central Bank Rate is 12.25% (last modification in November 2019).
The Egypt credit rating is B, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 306.75 and implied probability of default is 5.11%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 33.4 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | -45 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | -51.4 bp | Yield Curve is inverted in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
B
|
- |
| Moody's Investors Service |
B2
|
- |
| Fitch Ratings |
B+
|
- |
| DBRS |
-
|
- |
| Egypt Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 12.25% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 306.75 | -1.05 % | +1.07 % | -12.68 % | 5.11 % |
Egypt Government Bonds
List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link
, to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 3 months | 16.297% | -66.6 bp | -139.5 bp | ||||||
| 6 months | 15.390% | -111.8 bp | -223.0 bp | ||||||
| 9 months | 15.143% | -76.8 bp | -238.7 bp | ||||||
| 1 year | 14.611% | -56.3 bp | -272.7 bp | 87.25 | +0.48 % | +2.38 % | |||
| 2 years | 14.945% | -7.0 bp | -193.8 bp | 75.69 | +0.13 % | +3.40 % | |||
| 3 years | 14.739% | -10.8 bp | -202.9 bp | 66.20 | +0.29 % | +5.40 % | |||
| 5 years | 14.495% | -19.0 bp | -189.4 bp | 50.82 | +0.83 % | +8.54 % | |||
| 7 years | 14.299% | -37.7 bp | -193.8 bp | 39.24 | +2.35 % | +12.50 % | |||
| 10 years | 14.431% | -19.1 bp | -166.9 bp | 25.98 | +1.68 % | +15.62 % | |||
10Y Bond Yield Spread - Egypt vs Main Countries
The Egypt 10Y Government Bond has a 14.431% yield. Click on Spread value for the historical serie.
A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.
Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.
| Egypt 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 1473.6 bp | -15.4 | -158.1 | ||
| Japan 10Y | 1443.2 bp | -25.0 | -178.8 | ||
| France 10Y | 1442.3 bp | -17.1 | -154.3 | ||
| Spain 10Y | 1398.4 bp | -25.0 | -150.9 | ||
| United Kingdom 10Y | 1366.7 bp | -16.5 | -159.8 | ||
| Australia 10Y | 1330.7 bp | +0.5 | -131.1 | ||
| Italy 10Y | 1305.7 bp | -28.8 | -67.5 | ||
| Canada 10Y | 1284.2 bp | -19.5 | -174.1 | ||
| United States 10Y | 1261.0 bp | -6.7 | -134.5 | ||
| China 10Y | 1120.6 bp | -12.1 | -162.1 | ||
| Russia 10Y | 804.1 bp | -17.1 | -36.9 | ||
| India 10Y | 777.2 bp | -29.6 | -125.1 | ||
| Brazil 10Y | 768.0 bp | -29.8 | -32.0 |
Egypt Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 10 years | 14.431% | 25.98 | 31.11 | 41.36 | 51.62 | 61.88 | 72.14 | |
| 7 years | 14.299% | 39.24 | 43.49 | 51.99 | 60.48 | 68.98 | 77.48 | |
| 5 years | 14.495% | 50.82 | 54.22 | 61.00 | 67.79 | 74.57 | 81.36 | |
| 3 years | 14.739% | 66.20 | 68.49 | 73.08 | 77.67 | 82.25 | 86.84 | |
| 2 years | 14.945% | 75.69 | 77.31 | 80.57 | 83.82 | 87.07 | 90.33 | |
| 1 year | 14.611% | 87.25 | 88.12 | 89.87 | 91.61 | 93.36 | 95.10 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||